Pages that link to "Item:Q1655687"
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The following pages link to Portfolio diversification and systemic risk in interbank networks (Q1655687):
Displaying 13 items.
- Has the banking system become more homogeneous? Evidence from banks' loan portfolios (Q1668220) (← links)
- Systemic risk shifting in financial networks (Q1995303) (← links)
- Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
- Diversification and bank stability (Q2208675) (← links)
- Diversification and systemic risk in the banking system (Q2213645) (← links)
- Systemic risk of portfolio diversification (Q2236296) (← links)
- Banks, relative performance, and sequential contagion (Q2373378) (← links)
- When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
- COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
- Risk contagion due to overlapping portfolios with leverage decision (Q6497599) (← links)